King was a key part of the Pirates Division Championship teams of 1990, 1991, and 1992, batting 6th right after Barry Bonds, Andy Van Slyke and Bobby Bonilla. He was plagued by back injuries which forced Bonilla to play third base during the 1990 NLCS.

King was then traded after a career-best 1996 season to Kansas City with Jay Bell for Joe Randa. In two full seasons with the Royals, he hit 28 and 24 home runs. King was the Royals regular first baseman at the beginning of the 1999 season, but, bothered by back problems, he abruptly announced his retirement on May 23, 1999, two days after going 1-4 against the Texas Rangers. Sports Illustrated columnist Joe Posnanski, who covered King when Posnanski worked for the Kansas City Star, reported that King disliked baseball so much that he retired the day after his pension from Major League Baseball fully vested.